+28.3%
AME vs KRMN
+14.6%
+13.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | 0.0% | -15.1% | +15.1% | +1.7% |
| 30D | -8.6% | -44.5% | +35.9% | -3.0% |
| 3M | +5.8% | -25.0% | +30.8% | +8.4% |
| 6M | +3.8% | -66.5% | +70.4% | +14.9% |
| YTD | +14.4% | -53.0% | +67.4% | +20.1% |
| 1Y | +25.8% | -44.7% | +70.5% | +28.1% |
| All | +28.3% | +14.6% | +13.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling